#!/usr/bin/env python # def normal_ms_cdf_inv ( cdf, mu, sigma ): #*****************************************************************************80 # ## NORMAL_MS_CDF_INV inverts the CDF of the Normal MS distribution. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 05 March 2015 # # Author: # # John Burkardt # # Parameters: # # Input, real CDF, the value of the CDF. # 0.0 <= CDF <= 1.0. # # Input, real MU, SIGMA, the parameters of the PDF. # 0.0 < SIGMA. # # Output, real VALUE, the corresponding argument. # from normal_01_cdf_inv import normal_01_cdf_inv if ( cdf < 0.0 or 1.0 < cdf ): print '' print 'NORMAL_MS_CDF_INV - Fatal error!' print ' CDF < 0 or 1 < CDF.' error ( 'NORMAL_MS_CDF_INV - Fatal error!' ) y = normal_01_cdf_inv ( cdf ) value = mu + sigma * y return value def normal_ms_cdf_inv_test ( ): #*****************************************************************************80 # ## NORMAL_MS_CDF_INV_TEST tests NORMAL_MS_CDF_INV. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 05 March 2015 # # Author: # # John Burkardt # from normal_ms_cdf import normal_ms_cdf print '' print 'NORMAL_MS_CDF_INV_TEST' print ' NORMAL_MS_CDF_INV inverts the CDF' print ' of the Normal MS distribution.' mu = 100.0 sigma = 15.0 print '' print ' PDF parameter MU = %g' % ( mu ) print ' PDF parameter SIGMA = %g' % ( sigma ) print '' print ' X CDF CDF_INV' print '' for i in range ( -20, +21 ): x = mu + sigma * float ( i ) / 10.0 cdf = normal_ms_cdf ( x, mu, sigma ) x2 = normal_ms_cdf_inv ( cdf, mu, sigma ) print ' %14.6g %14.6g %14.6g' % ( x, cdf, x2 ) print '' print 'NORMAL_MS_CDF_INV_TEST:' print ' Normal end of execution.' return if ( __name__ == '__main__' ): from timestamp import timestamp timestamp ( ) normal_ms_cdf_inv_test ( ) timestamp ( )